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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~person:"Balcilar, Mehmet"
~subject:"VAR model"
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Zeitreihenanalyse
VAR model
Estimation
41
Schätzung
41
Volatility
19
Volatilität
19
Börsenkurs
16
Share price
16
Capital income
14
Kapitaleinkommen
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Welt
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Balcilar, Mehmet
Gupta, Rangan
43
Gil-Alaña, Luis A.
38
Marcellino, Massimiliano
22
Gambetti, Luca
18
Forni, Mario
17
Chang, Tsangyao
14
Tiwari, Aviral Kumar
13
Sala, Luca
12
Moosa, Imad A.
11
Chan, Joshua
10
Li, Jia
10
Ranjbar, Omid
10
Salisu, Afees A.
10
Wohar, Mark E.
10
Caporale, Guglielmo Maria
9
Huber, Florian
9
Miller, Stephen M.
9
Guérin, Pierre
8
Koopman, Siem Jan
8
Lee, Chien-chiang
8
Ma, Feng
8
Todorov, Viktor
8
Bahmani-Oskooee, Mohsen
7
Ghysels, Eric
7
Jawadi, Fredj
7
Lütkepohl, Helmut
7
Mumtaz, Haroon
7
Nonejad, Nima
7
Poon, Aubrey
7
Scharler, Johann
7
Wang, Yudong
7
Österholm, Pär
7
Baumeister, Christiane
6
Beckmann, Joscha
6
Bianchi, Francesco
6
Bollerslev, Tim
6
Boubaker, Heni
6
Canarella, Giorgio
6
Hammoudeh, Shawkat
6
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Energy economics
2
International review of economics & finance : IREF
2
Applied economics
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of economics and finance
1
Journal of international financial markets, institutions & money
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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10
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1
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
2
Housing sector and economic policy uncertainty : a GMM panel VAR approach
Balcilar, Mehmet
;
Roubaud, David
;
Uzuner, Gizem
;
Wohar, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 114-126
Persistent link: https://www.econbiz.de/10013175755
Saved in:
3
Comparing the forecasting ability of financial conditions indices : the case of South Africa
Balcilar, Mehmet
;
Gupta, Rangan
;
Van Eyden, Reneé
; …
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 245-259
Persistent link: https://www.econbiz.de/10012035015
Saved in:
4
Differences of opinion and stock market volatility : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Journal of economics and finance
42
(
2018
)
2
,
pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
Saved in:
5
Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Energy economics
61
(
2017
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
Saved in:
6
Testing the asymmetric effects of financial conditions in South Africa : a nonlinear vector autoregression approach
Balcilar, Mehmet
;
Thompson, Kirsten
;
Gupta, Rangan
;
Van …
- In:
Journal of international financial markets, …
43
(
2016
),
pp. 30-43
Persistent link: https://www.econbiz.de/10011673486
Saved in:
7
Causality between inflation and inflation uncertainty in South Africa: evidence from a Markov-switching vector autoregressive model
Nasr, Adnen Ben
;
Balcilar, Mehmet
;
Ajmi, Ahdi Noomen
; …
- In:
Emerging markets review
24
(
2015
),
pp. 46-68
Persistent link: https://www.econbiz.de/10011538531
Saved in:
8
Interactions between real economic and financial sides of the US economy in a regime-switching environment
Safarazi, Soodabeh
;
Hammoudeh, Shawkat
;
Balcilar, Mehmet
- In:
Applied economics
47
(
2015
)
58/60
,
pp. 6493-6518
Persistent link: https://www.econbiz.de/10011412036
Saved in:
9
Regime switching model of US crude oil and stock market prices : 1859 to 2013
Balcilar, Mehmet
;
Gupta, Rangan
;
Miller, Stephen M.
- In:
Energy economics
49
(
2015
),
pp. 317-327
Persistent link: https://www.econbiz.de/10011537104
Saved in:
10
The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet
;
Gungor, Hasan
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
Saved in:
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